9 #ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__ 10 #define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__ 38 const std::string& prefix);
65 Index numberOfNegEVals);
199 const Vector& proto_rhs_x,
200 const Vector& proto_rhs_s,
201 const Vector& proto_rhs_c,
202 const Vector& proto_rhs_d,
204 Index numberOfNegEVals);
222 const Vector& proto_rhs_x,
223 const Vector& proto_rhs_s,
224 const Vector& proto_rhs_c,
225 const Vector& proto_rhs_d,
232 Index numberOfNegEVals);
double delta_c_
Most recent value of delta_c from Set method.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
ESymSolverStatus
Enum to report outcome of a linear solve.
SmartPtr< DenseGenMatrix > J2_
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
SmartPtr< DenseGenMatrix > J1_
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
SmartPtr< AugSystemSolver > aug_system_solver_
The augmented system solver object that should be used for the factorization of the augmented system ...
LowRankAugSystemSolver()
Default constructor.
TaggedObject::Tag w_tag_
Tag for W matrix.
double w_factor_
Most recent value of W_factor.
This is the base class for all derived symmetric matrix types.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
Template class for Smart Pointers.
This class stores a list of user set options.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
Base class for Solver for the augmented system.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
ESymSolverStatus SolveMultiVector(const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, const MultiVectorMatrix &V, const SmartPtr< const Matrix > &P_LM, SmartPtr< MultiVectorMatrix > &V_x, SmartPtr< MultiVectorMatrix > &Vtilde1, SmartPtr< MultiVectorMatrix > &Vtilde1_x, bool check_NegEVals, Index numberOfNegEVals)
Method for solving the augmented system without low-rank update for multiple right hand sides that ar...
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
Index num_neg_evals_
Stores the number of negative eigenvalues detected during most recent factorization.
virtual ~LowRankAugSystemSolver()
Default destructor.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
Class for Matrices with few columns that consists of Vectors.
SmartPtr< MultiVectorMatrix > Vtilde1_
int Index
Type of all indices of vectors, matrices etc.
bool AugmentedSystemRequiresChange(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d)
Method that compares the tags of the data for the matrix with those from the previous call...
unsigned int Tag
Type for the Tag values.
SmartPtr< const CompoundVectorSpace > compound_sol_vecspace_
Vector space for Compound vectors that capture the entire right hand side and solution vectors ...
void operator=(const LowRankAugSystemSolver &)
Overloaded Equals Operator.
SmartPtr< MultiVectorMatrix > Utilde2_
ESymSolverStatus UpdateFactorization(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, bool check_NegEVals, Index numberOfNegEVals)
Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_, compound_sol_vecspace_.
virtual ESymSolverStatus Solve(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a given right hand side.
double delta_s_
Most recent value of delta_s from Set method.
double delta_x_
Most recent value of delta_x from Set method.
SmartPtr< DiagMatrix > Wdiag_
Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update...
double delta_d_
Most recent value of delta_d from Set method.